+639.7%
CEG vs LMT
+61.9%
+577.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.0% | -0.3% |
| 7D | +6.7% | -1.5% | +8.2% | +6.9% |
| 30D | +11.0% | -8.2% | +19.2% | +12.5% |
| 3M | +19.5% | +3.7% | +15.8% | +18.1% |
| 6M | -5.9% | -19.2% | +13.3% | -2.0% |
| YTD | -15.0% | +12.9% | -27.8% | -17.7% |
| 1Y | +0.6% | +19.8% | -19.2% | -4.0% |
| 3Y | +180.6% | +37.3% | +143.3% | +147.7% |
| All | +639.7% | +61.9% | +577.8% | +557.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling